Anic Equity

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Total return since start: 0.556 %

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Equity now: -----------------------------> 47537.86 Kr

Max Equity ever reached: ------------> 48629.89 Kr

Portfolio value: --------------------------> 46142.89 Kr

PnL: ---------------------------------------> -745.68 Kr

DD now: ---------------------------------> -2.246 %

Max portfolio DD since start: ----> -13.025 %

Updated:

'2023-01-25 11:09:15.680356'

Anic Portfolio

Today

Return: -0.863 %

This Week

Return: -0.783 %

C:\Users\joandre\Anaconda3\envs\AnicTrading\lib\site-packages\IPython\core\displayhook.py:275: UserWarning:

Output cache limit (currently 1000 entries) hit.
Flushing oldest 200 entries.

Total

Return: 55.627 %

Benchmark comparison TODAY

Benchmark comparison

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings

	volume	changePercent	value	profit	profitPercent	acquiredValue
name
Beijer Electronics Group	26	0.500000	3109.600000	138.600000	4.670000	2971.000006
HEBA B	70	-0.630000	2772.000000	136.000000	5.160000	2636.000010
FM Mattsson Mora Group B	50	-3.230000	3000.000000	73.000000	2.490000	2927.000000
SAAB B	8	0.750000	3432.800000	55.800000	1.650000	3377.000000
AcadeMedia	12	-1.980000	595.200000	38.200000	6.860000	557.000004
MedCap	2	-0.220000	455.000000	34.000000	8.080000	421.000000
Samhällsbyggnadsbo. i Norden B	20	-0.510000	388.900000	33.900000	9.550000	355.000000
Corem Property Group B	59	-2.090000	609.470000	32.470000	5.630000	576.999999
Resurs Holding	22	-1.160000	602.360000	28.360000	4.940000	573.999998
Boozt	12	-0.990000	1680.000000	26.000000	1.570000	1653.999996
Securitas B	6	-0.530000	585.480000	15.480000	2.720000	570.000000
HMS Networks	2	-3.210000	688.000000	15.000000	2.230000	673.000000
Eastnine	4	-0.470000	504.000000	13.000000	2.650000	491.000000
Swedbank A	3	-0.800000	576.450000	12.450000	2.210000	564.000000
Norva24 Group	16	-2.430000	552.640000	9.640000	1.780000	543.000000
Fastighetsbolag. Emilshus Pref	21	-0.730000	571.200000	9.200000	1.640000	562.000005
Intrum	4	-2.350000	532.600000	5.600000	1.060000	527.000000
OEM International B	7	-1.170000	532.700000	4.700000	0.890000	527.999997
Coor Service Management Hold.	8	-1.030000	536.400000	4.400000	0.830000	532.000000
Karnov Group	9	-0.500000	540.000000	4.000000	0.750000	536.000004
Samhällsbyggnadsbo. i Norden D	12	-0.480000	249.120000	3.120000	1.270000	246.000000
Creaspac SPAC	6	0.000000	575.400000	-1.600000	-0.280000	577.000002
Handelsbanken A	5	-1.190000	541.250000	-4.750000	-0.870000	546.000000
Nordea Bank Abp	29	-0.350000	3442.300000	-11.700000	-0.340000	3453.999992
Essity B	2	-0.180000	559.600000	-14.400000	-2.510000	574.000000
Midsona B	63	-1.760000	563.850000	-19.150000	-3.280000	582.999984
CTEK	13	-1.530000	509.470000	-24.530000	-4.590000	533.999999
Essity A	4	-0.710000	1122.000000	-27.000000	-2.350000	1149.000000
International Petroleum Corp.	5	-1.250000	551.000000	-43.570000	-7.330000	594.565215
Vivesto	1368	0.750000	551.300000	-61.700000	-10.070000	612.999432
Sampo Oyj SDB	7	-1.380000	3755.500000	-94.500000	-2.450000	3850.000000
Axfood	13	0.760000	3610.100000	-145.900000	-3.880000	3756.000001
Fasadgruppen Group	35	1.760000	3640.000000	-171.000000	-4.490000	3810.999990
OX2	18	-2.300000	1414.800000	-249.200000	-14.980000	1663.999992
Ovzon	52	-2.540000	2792.400000	-569.600000	-16.940000	3361.999992
TOTAL			46142.890000	-745.680000	-2.24559%	46888.564618

Updated:

'2023-01-25 11:09:28.486155'

None

Last optimization/rebalancing:

'2023-01-02'

Next optimization/rebalancing:

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!

AVAN-Live vs backtest and OMXSE30 2023

Walk forward test results - depending on starting day

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %.

Walk forward test results - Distribution of maximal drawdowns

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.